Algorithm to select a best combination from two list - algorithm

I have a search result from two way flight. So, there are two lists that contain the departure flights and arrival flights such as:
The departure flights list has 20 flights.
The arrival flights list has 30 flights
So, I will have 600 (20*30) combination between departure flight and arrival flight. I will call the combination list is the result list
However, I just want to select a limitation from 600 combination. For instance, I will select the best of 100 flight combination. The criteria to combine the flights is the cheap price for departure and arrival flight.
To do that, I will sort the result list by the total price of departure and arrival flight. And I then pick up the first 100 elements from result list to get what I want.
But, if the departure flights list has 200 flights and arrival flights list has 300 flights, I will have the result list with 60.000 elements. For that reason, I will sort a list with 60.000 elements to find the best 100 elements.
So, there is any an algorithm to select the best combinations as my case.
Thank you so much.

Not 100% clear from your question, but I understand that you are looking for a faster algorithm to find a certain number of best / cheapest combinations of departure and arrival flights.
You can do this much faster by sorting the lists of departure and arrival flights individually by cost and then using a heap for expanding the next-best combinations one-by-one until you have enough.
Here's the full algorithm -- in Python, but without using any special libraries, just standard data structures, so this should be easily transferable to any other language:
NUM_FLIGHTS, NUM_BEST = 1000, 100
# create test data: each entry corresponds to just the cost of one flight
from random import randint
dep = sorted([randint(1, 100) for i in range(NUM_FLIGHTS)])
arr = sorted([randint(1, 100) for i in range(NUM_FLIGHTS)])
def is_compatible(i, j): # for checking constraints, e.g. timing of flights
return True # but for now, assume no constraints
# get best combination using sorted lists and heap
from heapq import heappush, heappop
heap = [(dep[0] + arr[0], 0, 0)] # initial: best combination from dep and arr
result = [] # the result list
visited = set() # make sure not to add combinations twice
while heap and len(result) < NUM_BEST:
cost, i, j = heappop(heap) # get next-best combination
if (i, j) in visited: continue # did we see those before? skip
visited.add((i, j))
if is_compatible(i, j): # if 'compatible', add to results
result.append((cost, dep[i], arr[j]))
# add 'adjacent' combinations to the heap
if i < len(dep) - 1: # next-best departure + same arrival
heappush(heap, (dep[i+1] + arr[j], i+1, j))
if j < len(arr) - 1: # same departure + next-best arrival
heappush(heap, (dep[i] + arr[j+1], i, j+1))
print result
# just for testing: compare to brute-force (get best from all combinations)
comb = [(d, a) for d in dep for a in arr]
best = sorted((d+a, d, a) for (d, a) in comb)[:NUM_BEST]
print best
print result == best # True -> same results as brute force (just faster)
This works roughly like this:
sort both the departure flights dep and the arrival flights arr by their cost
create a heap and put the best combination (best departure and best arrival) as well as the corresponding indices in their lists into the heap: (dep[0] + arr[0], 0, 0)
repeat until you have enough combinations or there are no more elements in the heap:
pop the best element from the heap (sorted by total cost)
if it satisfies the contraints, add it to the result set
make sure you do not add flights twice to the result set, using visited set
add the two 'adjacent' combinations to the heap, i.e. taking the same flight from dep and the next from arr, and the next from dep and the same from arr, i.e. (dep[i+1] + arr[j], i+1, j) and (dep[i] + arr[j+1], i, j+1)
Here's a very small worked example. The axes are (the costs of) the dep and arr flights, and the entries in the table are in the form n(c)m, where n is the iteration that entry was added to the heap (if it is at all), c is the cost, and m is the iteration it was added to the 'top 10' result list (if any).
dep\arr 1 3 4 6 7
2 0(3)1 1(5)4 4(6)8 8(8)- -
2 1(3)2 2(5)6 6(6)9 9(8)- -
3 2(4)3 3(6)7 7(7)- - -
4 3(5)5 5(7)- - - -
6 5(7)10 - - - -
Result: (1,2), (1,2), (1,3), (3,2), (1,4), (3,2), (3,3), (2,4), (2,4), (1,6)
Note how the sums in both the columns and the rows of the matrix are always increasing, so the best results can always be found in a somewhat triangular area in the top-left. Now the idea is that if your currently best combination (the one that's first in the heap) is dep[i], arr[i], then there's no use in checking, e.g., combination dep[i+2], arr[i] before checking dep[i+1], arr[i], which must have a lower total cost, so you add dep[i+1], arr[i] (and likewise dep[i], arr[i+1]) to the heap, and repeat with popping the next element from the heap.
I compared the results of this algorithm to the results of your brute-force approach, and the resulting flights are the same, i.e. the algorithm works, and always yields the optimal result. Complexity should be O(n log(n)) for sorting the departure and arrival lists (n being the number of flights in those original lists), plus O(m log(m)) for the heap-loop (m iterations with log(m) work per iteration, m being the number of elements in the result list).
This finds the best 1,000 combinations of 100,000 departure and 100,000 arrival flights (for a total of 1,000,000,000,000 possible combinations) in less than one second.
Note that those numbers are for the case that you have no additional constraints, i.e. each departure flight can be combined with each arrival flight. If there are constraints, you can use the is_compatible function sketched in the above code to check those and to skip that pairing. This means, that for each incompatible pair with low total cost, the loop needs one additional iteration. This means that in the worst case, for example if there are no compatible pairs at all, or when the only compatible pairs are those with the highest total cost, the algorithm could in fact expand all the combination.
On average, though, this should not be the case, and the algorithm should perform rather quickly.

I think the best solution would be using some SQL statements to do the Cartesian product. You can apply any kind of filters, based on the data itself, ordering, range selection, etc. Something like this:
SELECT d.time as dep_time, a.time as arr_time, d.price+a.price as total_price
FROM departures d, arrivals a
WHERE a.time > d.time + X
ORDER BY d.price+a.price
LIMIT 0,100
Actually X can be even 0, but arrival should happen AFTER the departure anyways.
Why I would choose SQL:
It's closest to the data itself, you don't have to query them
It's highly optimized, if you use indexes, I'm sure you can't beat its performance with your own code
It's simple and declarative :)

Related

How do I find the right optimisation algorithm for my problem?

Disclaimer: I'm not a professional programmer or mathematician and this is my first time encountering the field of optimisation problems. Now that's out of the way so let's get to the problem at hand:
I got several lists, each containing various items and number called 'mandatoryAmount':
listA (mandatoryAmountA, itemA1, itemA2, itemA2, ...)
Each item has certain values (each value is a number >= 0):
itemA1 (M, E, P, C, Al, Ac, D, Ab,S)
I have to choose a certain number of items from each list determined by 'mandatoryAmount'.
Within each list I can choose every item multiple times.
Once I have all of the items from each list, I'll add up the values of each.
For example:
totalM = listA (itemA1 (M) + itemA1 (M) + itemA3 (M)) + listB (itemB1 (M) + itemB2 (M))
The goals are:
-To have certain values (totalAl, totalAc, totalAb, totalS) reach a certain number cap while going over that cap as little as possible. Anything over that cap is wasted.
-To maximize the remaining values with different weightings each
The output should be the best possible selection of items to meet the goals stated above. I imagine the evaluation function to just add up all non-waste values times their respective weightings while subtracting all wasted stats times their respective weightings.
edit:
The total amount of items across all lists should be somewhere between 500 and 1000, the number of lists is around 10 and the mandatoryAmount for each list is between 0 and 14.
Here's some sample code that uses Python 3 and OR-Tools. Let's start by
defining the input representation and a random instance.
import collections
import random
Item = collections.namedtuple("Item", ["M", "E", "P", "C", "Al", "Ac", "D", "Ab", "S"])
List = collections.namedtuple("List", ["mandatoryAmount", "items"])
def RandomItem():
return Item(
random.random(),
random.random(),
random.random(),
random.random(),
random.random(),
random.random(),
random.random(),
random.random(),
random.random(),
)
lists = [
List(
random.randrange(5, 10), [RandomItem() for j in range(random.randrange(5, 10))]
)
for i in range(random.randrange(5, 10))
]
Time to formulate the optimization as a mixed-integer program. Let's import
the solver library and initialize the solver object.
from ortools.linear_solver import pywraplp
solver = pywraplp.Solver.CreateSolver("solver", "SCIP")
Make constraints for the totals that must reach a certain cap.
AlCap = random.random()
totalAl = solver.Constraint(AlCap, solver.infinity())
AcCap = random.random()
totalAc = solver.Constraint(AcCap, solver.infinity())
AbCap = random.random()
totalAb = solver.Constraint(AbCap, solver.infinity())
SCap = random.random()
totalS = solver.Constraint(SCap, solver.infinity())
We want to maximize the other values subject to some weighting.
MWeight = random.random()
EWeight = random.random()
PWeight = random.random()
CWeight = random.random()
DWeight = random.random()
solver.Objective().SetMaximization()
Create variables and fill in the constraints. For each list there is an
equality constraint on the number of items.
associations = []
for list_ in lists:
amount = solver.Constraint(list_.mandatoryAmount, list_.mandatoryAmount)
for item in list_.items:
x = solver.IntVar(0, solver.infinity(), "")
amount.SetCoefficient(x, 1)
totalAl.SetCoefficient(x, item.Al)
totalAc.SetCoefficient(x, item.Ac)
totalAb.SetCoefficient(x, item.Ab)
totalS.SetCoefficient(x, item.S)
solver.Objective().SetCoefficient(
x,
MWeight * item.M
+ EWeight * item.E
+ PWeight * item.P
+ CWeight * item.C
+ DWeight * item.D,
)
associations.append((item, x))
if solver.Solve() != solver.OPTIMAL:
raise RuntimeError
solution = []
for item, x in associations:
solution += [item] * round(x.solution_value())
print(solution)
I think David Eisenstat has the right idea with Integer programming, but let's see if we get some good solutions otherwise and perhaps provide some initial optimization. However, I think that we can just choose all of one item in each list may make this easier to solve that it normally would be. Basically that turns it into more of a Subset Sum problem. Especially with the cap.
There are two possibilities here:
There is no solution, no condition satisfies the requirement.
There is a solution that we need to be optimized.
We really want to try to find a solution first, if we can find one (regardless of the amount of waste), then that's nice.
So let's reframe the problem: We aim to simply minimize waste, but we also need to meet a min requirement. So let's try to get as much waste as possible in ways we need it.
I'm going to propose an algorithm you could use that should work "fairly well" and is polynomial time, though could probably have some optimizations. I'll be using K to mean mandatoryAmount as it's a bit of a customary variable in this situation. Also I'll be using N to mean the number of lists. Lastly, Z to represent the total number of items (across all lists).
Get the list of all items and sort them by the amount of each value they have (first the goal values, then the bonus values). If an item has 100A, 300C, 200B, 400D, 150E and the required are [B, D], then the sort order would look like: [400,200,300,150,100]. Repeat but for one goal value. Using the same example above we would have: [400,300,150,100] for goal: D and [200,300,150,100] for goal B. Create a boolean variable for optimization mode (we start by seeking for a solution, once we find one, we can try to optimize it). Create a counter/hash to contain the unassigned items. An item cannot be unassigned more than K times (to avoid infinite loops). This isn't strictly needed, but could work as an optimization for step 5, as it prioritize goals you actually need.
For each list, keep a counter of the number of assignable slots for each list, set each to K, as well as the number of total assignable slots, and set to K * N. This will be adjusted as needed along the way. You want to be able to quickly O(1) lookup for: a) which list an (sorted) item belongs to, b) how many available slots that item has, and c) How many times has the item been unassigned, d) Find the item is the sorted list.
General Assignment. While there are slots available (total slots), go through the list from highest to lowest order. If the list for that item is available, assign as many slots as possible to that item. Update the assignable and total slots. If result is a valid solution, record it, trip the "optimization mode flag". If slots remain unassigned, revert the previous unassignment (but do not change the assignment count).
Waste Optimization. Find the most wasteful item that can be unassigned (unassigned count < K). Unassign one slot of it. If in optimization mode, do not allow any of the goal values to go below their cap (skip if it would). Update the unassigned count for item. Goto #3, but start just after the wasteful item. If no assignment made, reassign this item until the list has no remaining assignments, but do not update the unassigned count (otherwise we might end up in an invalid state).
Goal value Optimization. Skip if current state is a valid solution. Find the value furthest from it's goal (IE: A/B/C/D/E above) that can be unassigned. Unassign one slot for that item. Update assignment count. Goto step 3, begin search at start of list (unlike Step 4), stop searching the list if you go below the value of this item (not this item itself, as others may have the same value). If no assignment made, reassign this item until the list has no remaining assignments, but do not update the unassigned count (otherwise we might end up in an invalid state).
No Assignments remain. Return current state as "best solution found".
Algorithm should end with the "best" solution that this approach can come up with. Increasing max unassignment counts may improve the solution, decreasing max assignment counts will speed up the algorithm. Algorithm will run until it has maxed out it's assignment counts.
This is a bit of a greedy algorithm, so I'm not sure it's optimal (in that it will always yield the best result) but it may give you some ideas as to how to approach it. It also feels like it should yield fairly good results, as it basically trying to bound the results. Algorithm performance is something like O(Z^2 * K), where K is the mandatoryAmount and Z is the total number of items. Each item is unassigned K items, and potentially each assignment also requires O(Z) checks before it is reassigned.
As an optimization, use a O(log N) or better delete/next operation sorted data structure to store the sorted lists. Doing so it would make it practical to delete items from the assignment lists once the unassignment count reaches K (rendering them no longer assignable) allowing for O(Z * log(Z) * K) performance instead.
Edit:
Hmmm, the above only works within a single list (IE: Item removed can only be added to it's own list, as only that list has room). To avoid this, do step 4 (remove too heavy) then step 5 (remove too light) and then goto step 3 (using step 5's rules for searching, but also disallow adding back the too heavy ones).
So basically we remove the heaviest one then the lightest one then we try to assign something that is as heavy as possible to make up for the lightest one we removed.

Algorithm for grouping train trips

Imagine you have a full calendar year in front of you. On some days you take the train, potentially even a few times in a single day and each trip could be to a different location (I.E. The amount you pay for the ticket can be different for each trip).
So you would have data that looked like this:
Date: 2018-01-01, Amount: $5
Date: 2018-01-01, Amount: $6
Date: 2018-01-04, Amount: $2
Date: 2018-01-06, Amount: $4
...
Now you have to group this data into buckets. A bucket can span up to 31 consecutive days (no gaps) and cannot overlap another bucket.
If a bucket has less than 32 train trips it will be blue. If it has 32 or more train trips in it, it will be red. The buckets will also get a value based on the sum of the ticket cost.
After you group all the trips the blue buckets get thrown out. And the value of all the red buckets gets summed up, we will call this the prize.
The goal, is to get the highest value for the prize.
This is the problem I have. I cant think of a good algorithm to do this. If anyone knows a good way to approach this I would like to hear it. Or if you know of anywhere else that can help with designing algorithms like this.
This can be solved by dynamic programming.
First, sort the records by date, and consider them in that order.
Let day (1), day (2), ..., day (n) be the days where the tickets were bought.
Let cost (1), cost (2), ..., cost (n) be the respective ticket costs.
Let fun (k) be the best prize if we consider only the first k records.
Our dynamic programming solution will calculate fun (0), fun (1), fun (2), ..., fun (n-1), fun (n), using the previous values to calculate the next one.
Base:
fun (0) = 0.
Transition:
What is the optimal solution, fun (k), if we consider only the first k records?
There are two possibilities: either the k-th record is dropped, then the solution is the same as fun (k-1), or the k-th record is the last record of a bucket.
Let us then consider all possible buckets ending with the k-th record in a loop, as explained below.
Look at records k, k-1, k-2, ..., down to the very first record.
Let the current index be i.
If the records from i to k span more than 31 consecutive days, break from the loop.
Otherwise, if the number of records, k-i+1, is at least 32, we can solve the subproblem fun (i-1) and then add the records from i to k, getting a prize of cost (i) + cost (i+1) + ... + cost (k).
The value fun (k) is the maximum of these possibilities, along with the possibility to drop the k-th record.
Answer: it is just fun (n), the case where we considered all the records.
In pseudocode:
fun[0] = 0
for k = 1, 2, ..., n:
fun[k] = fun[k-1]
cost_i_to_k = 0
for i = k, k-1, ..., 1:
if day[k] - day[i] > 31:
break
cost_i_to_k += cost[i]
if k-i+1 >= 32:
fun[k] = max (fun[k], fun[i-1] + cost_i_to_k)
return fun[n]
It is not clear whether we are allowed to split records on a single day into different buckets.
If the answer is no, we will have to enforce it by not considering buckets starting or ending between records in a single day.
Technically, it can be done by a couple of if statements.
Another way is to consider days instead of records: instead of tickets which have day and cost, we will work with days.
Each day will have cost, the total cost of tickets on that day, and quantity, the number of tickets.
Edit: as per comment, we indeed can not split any single day.
Then, after some preprocessing to get days records instead of tickets records, we can go as follows, in pseudocode:
fun[0] = 0
for k = 1, 2, ..., n:
fun[k] = fun[k-1]
cost_i_to_k = 0
quantity_i_to_k = 0
for i = k, k-1, ..., 1:
if k-i+1 > 31:
break
cost_i_to_k += cost[i]
quantity_i_to_k += quantity[i]
if quantity_i_to_k >= 32:
fun[k] = max (fun[k], fun[i-1] + cost_i_to_k)
return fun[n]
Here, i and k are numbers of days.
Note that we consider all possible days in the range: if there are no tickets for a particular day, we just use zeroes as its cost and quantity values.
Edit2:
The above allows us to calculate the maximum total prize, but what about the actual configuration of buckets which gets us there?
The general method will be backtracking: at position k, we will want to know how we got fun (k), and transition to either k-1 if the optimal way was to skip k-th record, or from k to i-1 for such i that the equation fun[k] = fun[i-1] + cost_i_to_k holds.
We proceed until i goes down to zero.
One of the two usual implementation approaches is to store par (k), a "parent", along with fun (k), which encodes how exactly we got the maximum.
Say, if par (k) = -1, the optimal solution skips k-th record.
Otherwise, we store the optimal index i in par (k), so that the optimal solution takes a bucket of records i to k inclusive.
The other approach is to store nothing extra.
Rather, we run a slight modification code which calculates fun (k).
But instead of assigning things to fun (k), we compare the right part of the assignment to the final value fun (k) we already got.
As soon as they are equal, we found the right transition.
In pseudocode, using the second approach, and days instead of individual records:
k = n
while k > 0:
k = prev (k)
function prev (k):
if fun[k] == fun[k-1]:
return k-1
cost_i_to_k = 0
quantity_i_to_k = 0
for i = k, k-1, ..., 1:
if k-i+1 > 31:
break
cost_i_to_k += cost[i]
quantity_i_to_k += quantity[i]
if quantity_i_to_k >= 32:
if fun[k] == fun[i-1] + cost_i_to_k:
writeln ("bucket from $ to $: cost $, quantity $",
i, k, cost_i_to_k, quantity_i_to_k)
return i-1
assert (false, "can't happen")
Simplify the challenge, but not too much, to make an overlookable example, which can be solved by hand.
That helps a lot in finding the right questions.
For example take only 10 days, and buckets of maximum length of 3:
For building buckets and colorizing them, we need only the ticket count, here 0, 1, 2, 3.
On Average, we need more than one bucket per day, for example 2-0-2 is 4 tickets in 3 days. Or 1-1-3, 1-3, 1-3-1, 3-1-2, 1-2.
But We can only choose 2 red buckets: 2-0-2 and (1-1-3 or 1-3-3 or 3-1-2) since 1-2 in the end is only 3 tickets, but we need at least 4 (one more ticket than max day span per bucket).
But while 3-1-2 is obviously more tickets than 1-1-3 tickets, the value of less tickets might be higher.
The blue colored area is the less interesting one, because it doesn't feed itself, by ticket count.

Average of closely repeating range in a list

Need to find average of maximum closely repeating range of concentrated values in the list of values.
Say two list of floats,
case1:{2.43,9.23,10,24,1.0,2.87,7.45,5.1,8.56,2.34,2.65}
case2:{9.23,10,8.21,1.0,2.34,6.43,4.65,7.45,5.1,3.56,2.31}
Output for case1: average of(1.0,2.34,2.43,2.65,2.87) - because range of 1.0,2.34,2.43,2.65,2.87 is close(difference of values of sorted elements are minimum) but rest(9.23, 10, 24, 7.45,8.56) are either not so close as the earlier range or not the maximum range(9.23, 10, 7.45,8.56 - 4 elements)
Output for case2:0 or default value - if you sort the list and take differences of consecutive elements,the diff would be very similar. So no cluster as such.
Assumptions:
only one cloud (or the best);
a cloud is in a range R (max - min of datas <= R)
Brute force solution 1:
put all datas in a Collection, and sort;
iterate through every element Ax
go the the right to find all elements in the range Ax+R
? keep that information: Ax (or element of indice x) => n elements
keep also the max of this n (with this x)
At end, you will have every possible clouds, and the one with the most elements.
- then you take this one, and calculate the mean.
Many ways to improve that (like re-using precedent cloud/sum/mean when you go to right);
It is about O(n) for the second part. You have to add the cost of sorting.

What data structure is conducive to discrete sampling? [duplicate]

Recently I needed to do weighted random selection of elements from a list, both with and without replacement. While there are well known and good algorithms for unweighted selection, and some for weighted selection without replacement (such as modifications of the resevoir algorithm), I couldn't find any good algorithms for weighted selection with replacement. I also wanted to avoid the resevoir method, as I was selecting a significant fraction of the list, which is small enough to hold in memory.
Does anyone have any suggestions on the best approach in this situation? I have my own solutions, but I'm hoping to find something more efficient, simpler, or both.
One of the fastest ways to make many with replacement samples from an unchanging list is the alias method. The core intuition is that we can create a set of equal-sized bins for the weighted list that can be indexed very efficiently through bit operations, to avoid a binary search. It will turn out that, done correctly, we will need to only store two items from the original list per bin, and thus can represent the split with a single percentage.
Let's us take the example of five equally weighted choices, (a:1, b:1, c:1, d:1, e:1)
To create the alias lookup:
Normalize the weights such that they sum to 1.0. (a:0.2 b:0.2 c:0.2 d:0.2 e:0.2) This is the probability of choosing each weight.
Find the smallest power of 2 greater than or equal to the number of variables, and create this number of partitions, |p|. Each partition represents a probability mass of 1/|p|. In this case, we create 8 partitions, each able to contain 0.125.
Take the variable with the least remaining weight, and place as much of it's mass as possible in an empty partition. In this example, we see that a fills the first partition. (p1{a|null,1.0},p2,p3,p4,p5,p6,p7,p8) with (a:0.075, b:0.2 c:0.2 d:0.2 e:0.2)
If the partition is not filled, take the variable with the most weight, and fill the partition with that variable.
Repeat steps 3 and 4, until none of the weight from the original partition need be assigned to the list.
For example, if we run another iteration of 3 and 4, we see
(p1{a|null,1.0},p2{a|b,0.6},p3,p4,p5,p6,p7,p8) with (a:0, b:0.15 c:0.2 d:0.2 e:0.2) left to be assigned
At runtime:
Get a U(0,1) random number, say binary 0.001100000
bitshift it lg2(p), finding the index partition. Thus, we shift it by 3, yielding 001.1, or position 1, and thus partition 2.
If the partition is split, use the decimal portion of the shifted random number to decide the split. In this case, the value is 0.5, and 0.5 < 0.6, so return a.
Here is some code and another explanation, but unfortunately it doesn't use the bitshifting technique, nor have I actually verified it.
A simple approach that hasn't been mentioned here is one proposed in Efraimidis and Spirakis. In python you could select m items from n >= m weighted items with strictly positive weights stored in weights, returning the selected indices, with:
import heapq
import math
import random
def WeightedSelectionWithoutReplacement(weights, m):
elt = [(math.log(random.random()) / weights[i], i) for i in range(len(weights))]
return [x[1] for x in heapq.nlargest(m, elt)]
This is very similar in structure to the first approach proposed by Nick Johnson. Unfortunately, that approach is biased in selecting the elements (see the comments on the method). Efraimidis and Spirakis proved that their approach is equivalent to random sampling without replacement in the linked paper.
Here's what I came up with for weighted selection without replacement:
def WeightedSelectionWithoutReplacement(l, n):
"""Selects without replacement n random elements from a list of (weight, item) tuples."""
l = sorted((random.random() * x[0], x[1]) for x in l)
return l[-n:]
This is O(m log m) on the number of items in the list to be selected from. I'm fairly certain this will weight items correctly, though I haven't verified it in any formal sense.
Here's what I came up with for weighted selection with replacement:
def WeightedSelectionWithReplacement(l, n):
"""Selects with replacement n random elements from a list of (weight, item) tuples."""
cuml = []
total_weight = 0.0
for weight, item in l:
total_weight += weight
cuml.append((total_weight, item))
return [cuml[bisect.bisect(cuml, random.random()*total_weight)] for x in range(n)]
This is O(m + n log m), where m is the number of items in the input list, and n is the number of items to be selected.
I'd recommend you start by looking at section 3.4.2 of Donald Knuth's Seminumerical Algorithms.
If your arrays are large, there are more efficient algorithms in chapter 3 of Principles of Random Variate Generation by John Dagpunar. If your arrays are not terribly large or you're not concerned with squeezing out as much efficiency as possible, the simpler algorithms in Knuth are probably fine.
It is possible to do Weighted Random Selection with replacement in O(1) time, after first creating an additional O(N)-sized data structure in O(N) time. The algorithm is based on the Alias Method developed by Walker and Vose, which is well described here.
The essential idea is that each bin in a histogram would be chosen with probability 1/N by a uniform RNG. So we will walk through it, and for any underpopulated bin which would would receive excess hits, assign the excess to an overpopulated bin. For each bin, we store the percentage of hits which belong to it, and the partner bin for the excess. This version tracks small and large bins in place, removing the need for an additional stack. It uses the index of the partner (stored in bucket[1]) as an indicator that they have already been processed.
Here is a minimal python implementation, based on the C implementation here
def prep(weights):
data_sz = len(weights)
factor = data_sz/float(sum(weights))
data = [[w*factor, i] for i,w in enumerate(weights)]
big=0
while big<data_sz and data[big][0]<=1.0: big+=1
for small,bucket in enumerate(data):
if bucket[1] is not small: continue
excess = 1.0 - bucket[0]
while excess > 0:
if big==data_sz: break
bucket[1] = big
bucket = data[big]
bucket[0] -= excess
excess = 1.0 - bucket[0]
if (excess >= 0):
big+=1
while big<data_sz and data[big][0]<=1: big+=1
return data
def sample(data):
r=random.random()*len(data)
idx = int(r)
return data[idx][1] if r-idx > data[idx][0] else idx
Example usage:
TRIALS=1000
weights = [20,1.5,9.8,10,15,10,15.5,10,8,.2];
samples = [0]*len(weights)
data = prep(weights)
for _ in range(int(sum(weights)*TRIALS)):
samples[sample(data)]+=1
result = [float(s)/TRIALS for s in samples]
err = [a-b for a,b in zip(result,weights)]
print(result)
print([round(e,5) for e in err])
print(sum([e*e for e in err]))
The following is a description of random weighted selection of an element of a
set (or multiset, if repeats are allowed), both with and without replacement in O(n) space
and O(log n) time.
It consists of implementing a binary search tree, sorted by the elements to be
selected, where each node of the tree contains:
the element itself (element)
the un-normalized weight of the element (elementweight), and
the sum of all the un-normalized weights of the left-child node and all of
its children (leftbranchweight).
the sum of all the un-normalized weights of the right-child node and all of
its chilren (rightbranchweight).
Then we randomly select an element from the BST by descending down the tree. A
rough description of the algorithm follows. The algorithm is given a node of
the tree. Then the values of leftbranchweight, rightbranchweight,
and elementweight of node is summed, and the weights are divided by this
sum, resulting in the values leftbranchprobability,
rightbranchprobability, and elementprobability, respectively. Then a
random number between 0 and 1 (randomnumber) is obtained.
if the number is less than elementprobability,
remove the element from the BST as normal, updating leftbranchweight
and rightbranchweight of all the necessary nodes, and return the
element.
else if the number is less than (elementprobability + leftbranchweight)
recurse on leftchild (run the algorithm using leftchild as node)
else
recurse on rightchild
When we finally find, using these weights, which element is to be returned, we either simply return it (with replacement) or we remove it and update relevant weights in the tree (without replacement).
DISCLAIMER: The algorithm is rough, and a treatise on the proper implementation
of a BST is not attempted here; rather, it is hoped that this answer will help
those who really need fast weighted selection without replacement (like I do).
This is an old question for which numpy now offers an easy solution so I thought I would mention it. Current version of numpy is version 1.2 and numpy.random.choice allows the sampling to be done with or without replacement and with given weights.
Suppose you want to sample 3 elements without replacement from the list ['white','blue','black','yellow','green'] with a prob. distribution [0.1, 0.2, 0.4, 0.1, 0.2]. Using numpy.random module it is as easy as this:
import numpy.random as rnd
sampling_size = 3
domain = ['white','blue','black','yellow','green']
probs = [.1, .2, .4, .1, .2]
sample = rnd.choice(domain, size=sampling_size, replace=False, p=probs)
# in short: rnd.choice(domain, sampling_size, False, probs)
print(sample)
# Possible output: ['white' 'black' 'blue']
Setting the replace flag to True, you have a sampling with replacement.
More info here:
http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.choice.html#numpy.random.choice
We faced a problem to randomly select K validators of N candidates once per epoch proportionally to their stakes. But this gives us the following problem:
Imagine probabilities of each candidate:
0.1
0.1
0.8
Probabilities of each candidate after 1'000'000 selections 2 of 3 without replacement became:
0.254315
0.256755
0.488930
You should know, those original probabilities are not achievable for 2 of 3 selection without replacement.
But we wish initial probabilities to be a profit distribution probabilities. Else it makes small candidate pools more profitable. So we realized that random selection with replacement would help us – to randomly select >K of N and store also weight of each validator for reward distribution:
std::vector<int> validators;
std::vector<int> weights(n);
int totalWeights = 0;
for (int j = 0; validators.size() < m; j++) {
int value = rand() % likehoodsSum;
for (int i = 0; i < n; i++) {
if (value < likehoods[i]) {
if (weights[i] == 0) {
validators.push_back(i);
}
weights[i]++;
totalWeights++;
break;
}
value -= likehoods[i];
}
}
It gives an almost original distribution of rewards on millions of samples:
0.101230
0.099113
0.799657

Finding the best pair of elements that don't exceed a certain weight?

I have a collection of objects, each of which has a weight and a value. I want to pick the pair of objects with the highest total value subject to the restriction that their combined weight does not exceed some threshold. Additionally, I am given two arrays, one containing the objects sorted by weight and one containing the objects sorted by value.
I know how to do it in O(n2) but how can I do it in O(n)?
This is a combinatorial optimization problem, and the fact the values are sorted means you can easily try a branch and bound approach.
I think that I have a solution that works in O(n log n) time and O(n) extra space. This isn't quite the O(n) solution you wanted, but it's still better than the naive quadratic solution.
The intuition behind the algorithm is that we want to be able to efficiently determine, for any amount of weight, the maximum value we can get with a single item that uses at most that much weight. If we can do this, we have a simple algorithm for solving the problem: iterate across the array of elements sorted by value. For each element, see how much additional value we could get by pairing a single element with it (using the values we precomputed), then find which of these pairs is maximum. If we can do the preprocessing in O(n log n) time and can answer each of the above queries in O(log n) time, then the total time for the second step will be O(n log n) and we have our answer.
An important observation we need to do the preprocessing step is as follows. Our goal is to build up a structure that can answer the question "which element with weight less than x has maximum value?" Let's think about how we might do this by adding one element at a time. If we have an element (value, weight) and the structure is empty, then we want to say that the maximum value we can get using weight at most "weight" is "value". This means that everything in the range [0, max_weight - weight) should be set to value. Otherwise, suppose that the structure isn't empty when we try adding in (value, weight). In that case, we want to say that any portion of the range [0, weight) whose value is less than value should be replaced by value.
The problem here is that when we do these insertions, there might be, on iteration k, O(k) different subranges that need to be updated, leading to an O(n2) algorithm. However, we can use a very clever trick to avoid this. Suppose that we insert all of the elements into this data structure in descending order of value. In that case, when we add in (value, weight), because we add the elements in descending order of value, each existing value in the data structure must be higher than our value. This means that if the range [0, weight) intersects any range at all, those ranges will automatically be higher than value and so we don't need to update them. If we combine this with the fact that each range we add always spans from zero to some value, the only portion of the new range that could ever be added to the data structure is the range [weight, x), where x is the highest weight stored in the data structure so far.
To summarize, assuming that we visit the (value, weight) pairs in descending order of value, we can update our data structure as follows:
If the structure is empty, record that the range [0, value) has value "value."
Otherwise, if the highest weight recorded in the structure is greater than weight, skip this element.
Otherwise, if the highest weight recorded so far is x, record that the range [weight, x) has value "value."
Notice that this means that we are always splitting ranges at the front of the list of ranges we have encountered so far. Because of this, we can think about storing the list of ranges as a simple array, where each array element tracks the upper endpoint of some range and the value assigned to that range. For example, we might track the ranges [0, 3), [3, 9), and [9, 12) as the array
3, 9, 12
If we then needed to split the range [0, 3) into [0, 1) and [1, 3), we could do so by prepending 1 to he list:
1, 3, 9, 12
If we represent this array in reverse (actually storing the ranges from high to low instead of low to high), this step of creating the array runs in O(n) time because at each point we just do O(1) work to decide whether or not to add another element onto the end of the array.
Once we have the ranges stored like this, to determine which of the ranges a particular weight falls into, we can just use a binary search to find the largest element smaller than that weight. For example, to look up 6 in the above array we'd do a binary search to find 3.
Finally, once we have this data structure built up, we can just look at each of the objects one at a time. For each element, we see how much weight is left, use a binary search in the other structure to see what element it should be paired with to maximize the total value, and then find the maximum attainable value.
Let's trace through an example. Given maximum allowable weight 10 and the objects
Weight | Value
------+------
2 | 3
6 | 5
4 | 7
7 | 8
Let's see what the algorithm does. First, we need to build up our auxiliary structure for the ranges. We look at the objects in descending order of value, starting with the object of weight 7 and value 8. This means that if we ever have at least seven units of weight left, we can get 8 value. Our array now looks like this:
Weight: 7
Value: 8
Next, we look at the object of weight 4 and value 7. This means that with four or more units of weight left, we can get value 7:
Weight: 7 4
Value: 8 7
Repeating this for the next item (weight six, value five) does not change the array, since if the object has weight six, if we ever had six or more units of free space left, we would never choose this; we'd always take the seven-value item of weight four. We can tell this since there is already an object in the table whose range includes remaining weight four.
Finally, we look at the last item (value 3, weight 2). This means that if we ever have weight two or more free, we could get 3 units of value. The final array now looks like this:
Weight: 7 4 2
Value: 8 7 3
Finally, we just look at the objects in any order to see what the best option is. When looking at the object of weight 2 and value 3, since the maximum allowed weight is 10, we need tom see how much value we can get with at most 10 - 2 = 8 weight. A binary search over the array tells us that this value is 8, so one option would give us 11 weight. If we look at the object of weight 6 and value 5, a binary search tells us that with five remaining weight the best we can do would be to get 7 units of value, for a total of 12 value. Repeating this on the next two entries doesn't turn up anything new, so the optimum value found has value 12, which is indeed the correct answer.
Hope this helps!
Here is an O(n) time, O(1) space solution.
Let's call an object x better than an object y if and only if (x is no heavier than y) and (x is no less valuable) and (x is lighter or more valuable). Call an object x first-choice if no object is better than x. There exists an optimal solution consisting either of two first-choice objects, or a first-choice object x and an object y such that only x is better than y.
The main tool is to be able to iterate the first-choice objects from lightest to heaviest (= least valuable to most valuable) and from most valuable to least valuable (= heaviest to lightest). The iterator state is an index into the objects by weight (resp. value) and a max value (resp. min weight) so far.
Each of the following steps is O(n).
During a scan, whenever we encounter an object that is not first-choice, we know an object that's better than it. Scan once and consider these pairs of objects.
For each first-choice object from lightest to heaviest, determine the heaviest first-choice object that it can be paired with, and consider the pair. (All lighter objects are less valuable.) Since the latter object becomes lighter over time, each iteration of the loop is amortized O(1). (See also searching in a matrix whose rows and columns are sorted.)
Code for the unbelievers. Not heavily tested.
from collections import namedtuple
from operator import attrgetter
Item = namedtuple('Item', ('weight', 'value'))
sentinel = Item(float('inf'), float('-inf'))
def firstchoicefrombyweight(byweight):
bestsofar = sentinel
for x in byweight:
if x.value > bestsofar.value:
bestsofar = x
yield (x, bestsofar)
def firstchoicefrombyvalue(byvalue):
bestsofar = sentinel
for x in byvalue:
if x.weight < bestsofar.weight:
bestsofar = x
yield x
def optimize(items, maxweight):
byweight = sorted(items, key=attrgetter('weight'))
byvalue = sorted(items, key=attrgetter('value'), reverse=True)
maxvalue = float('-inf')
try:
i = firstchoicefrombyvalue(byvalue)
y = i.next()
for x, z in firstchoicefrombyweight(byweight):
if z is not x and x.weight + z.weight <= maxweight:
maxvalue = max(maxvalue, x.value + z.value)
while x.weight + y.weight > maxweight:
y = i.next()
if y is x:
break
maxvalue = max(maxvalue, x.value + y.value)
except StopIteration:
pass
return maxvalue
items = [Item(1, 1), Item(2, 2), Item(3, 5), Item(3, 7), Item(5, 8)]
for maxweight in xrange(3, 10):
print maxweight, optimize(items, maxweight)
This is similar to Knapsack problem. I will use naming from it (num - weight, val - value).
The essential part:
Start with a = 0 and b = n-1. Assuming 0 is the index of heaviest object and n-1 is the index of lightest object.
Increase a til objects a and b satisfy the limit.
Compare current solution with best solution.
Decrease b by one.
Go to 2.
Update:
It's the knapsack problem, except there is a limit of 2 items. You basically need to decide how much space you want for the first object and how much for the other. There is n significant ways to split available space, so the complexity is O(n). Picking the most valuable objects to fit in those spaces can be done without additional cost.

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